The double sum method for Gaussian fields with a parameter set in $l^p$
Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1117-1141.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the paper it is presented a method to compute asymptotics of the probability $\mathsf P\Bigl\{\,\sup\limits_{t\in T}X(t)>u\Bigr\}$, where $X(t)$ is a Gaussian random field with a compact parameter set in the space $l^p$, $1$. On the basis of obtained result it is found the exact asymptotics of tail distribution for the supremum of $l^q$-norm of $l^q$-valued Ornstein–Uhlenbeck process when $q>2$.
@article{FPM_1996_2_4_a10,
     author = {V. R. Fatalov},
     title = {The double sum method for {Gaussian} fields with a parameter set in $l^p$},
     journal = {Fundamentalʹna\^a i prikladna\^a matematika},
     pages = {1117--1141},
     publisher = {mathdoc},
     volume = {2},
     number = {4},
     year = {1996},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a10/}
}
TY  - JOUR
AU  - V. R. Fatalov
TI  - The double sum method for Gaussian fields with a parameter set in $l^p$
JO  - Fundamentalʹnaâ i prikladnaâ matematika
PY  - 1996
SP  - 1117
EP  - 1141
VL  - 2
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a10/
LA  - ru
ID  - FPM_1996_2_4_a10
ER  - 
%0 Journal Article
%A V. R. Fatalov
%T The double sum method for Gaussian fields with a parameter set in $l^p$
%J Fundamentalʹnaâ i prikladnaâ matematika
%D 1996
%P 1117-1141
%V 2
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a10/
%G ru
%F FPM_1996_2_4_a10
V. R. Fatalov. The double sum method for Gaussian fields with a parameter set in $l^p$. Fundamentalʹnaâ i prikladnaâ matematika, Tome 2 (1996) no. 4, pp. 1117-1141. http://geodesic.mathdoc.fr/item/FPM_1996_2_4_a10/